Structural properties of Markov chains with weak and strong interactions

DOI10.1016/S0304-4149(97)00066-5zbMATH Open0913.60068MaRDI QIDQ1275960FDOQ1275960

Q. Zhang, G. Yin

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergenceMarkov chainsquasi-stationary distributionweak irreducibilityweak and strong interactions

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05)

Cites Work

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• The interacting multiple model algorithm for systems with Markovian switching coefficients
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• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
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• A central limit theorem for singularly perturbed nonstationary finite state Markov chains

Cited In (9)

• Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
• Convergence of locally and globally interacting Markov chains.
• Singularly perturbed multidimensional switching diffusions with fast and slow switchings
• A hybrid fuzzy integral decision-making model for locating manufacturing centers in China: a case study
• Markov chains with weak and strong interactions: Structural properties
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• Occupation measures of singularly perturbed Markov chains with absorbing states
• A stochastic multiscale model for electricity generation capacity expansion
• Stochastic models and numerical algorithms for a class of regulatory gene networks

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